+25.1%
TSLL vs UMAC
+182.0%
-156.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +0.9% | -3.1% |
| 7D | +17.8% | -5.2% | +23.1% | +18.7% |
| 30D | +8.2% | -36.4% | +44.6% | +15.2% |
| 3M | +20.9% | -58.6% | +79.5% | +34.9% |
| 6M | -37.5% | -24.6% | -12.9% | -36.9% |
| YTD | -44.5% | -11.5% | -33.0% | -46.3% |
| 1Y | -33.0% | +16.9% | -49.9% | -37.6% |
| All | +25.1% | +182.0% | -156.9% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling